Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183167.4592 | 123117.1894 | 60050.2698 | 191085.9969 | 94229.1572 | 96856.8397 |
Total P&L (%) | 183.1675 | 123.1172 | 60.0503 | 191.086 | 94.2292 | 96.8568 |
Avg Daily Profit (%) | 0.3517 | 0.2364 | 0.1153 | 0.2054 | 0.1275 | 0.1301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57469 | -59374 | -40935 | -236445 | -223073 | -118962 |
Profit Factor | 1.3017 | 1.4232 | 1.1899 | 1.1186 | 1.1195 | 1.1176 |
Total Trades | 404 | 202 | 202 | 404 | 202 | 202 |
Winning Trades | 170 | 74 | 96 | 170 | 74 | 96 |
Losing Trades | 234 | 128 | 106 | 234 | 128 | 106 |
Profitability (%) | 42.0792 | 36.6337 | 47.5248 | 42.0792 | 36.6337 | 47.5248 |
Ratio Avg Win / Avg Loss | 1.7917 | 2.4617 | 1.3138 | 1.5397 | 1.9365 | 1.234 |
Largest Winning Trade | 93722 | 93722 | 23376 | 122926 | 122926 | 88757 |
Largest Losing Trade | -11545 | -9703 | -11545 | -35979 | -35388 | -35979 |
Avg Bars in Trades | 61 | 58 | 64 | 61 | 58 | 64 |
Avg Bars in Winners | 92 | 91 | 93 | 92 | 91 | 93 |
Avg Bars in Losers | 38 | 38 | 37 | 38 | 38 | 37 |
Bars Traded | 24698 | 11723 | 12975 | 24698 | 11723 | 12975 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309069 | 166138 | -52448 | -82876 | -115943 | -111476 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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